Edgeworth expansion in partial linear models

descriptionPublicationkeyboard_double_arrow_right Article 01 Jul 1998 English Publisher:Springer Science and Business Media LLCJournal:Acta Mathematica Sinica, volume 14, pages 303-314 (issn: 1439-8516, eissn: 1439-7617,

Copyright policy )

Authors: Shi, Jian;

doi: 10.1007/bf02580433

Edgeworth expansion in partial linear models

- Summary
- Subjects
- Metrics

Abstract

Summary: Under some fairly general conditions, a first-order Edgeworth expansion for the standardized statistic of \(\beta\) in partial linear models is given. Then a non-residual type of consistent estimation for the error variance is constructed, and finally an Edgeworth expansion for the corresponding studentized version is presented.

Keywords

weight functions, Edgeworth expansion, Linear regression; mixed models, Asymptotic distribution theory in statistics, least-squares estimation, partial linear models

Impact byBIP!

	selected citations These citations are derived from selected sources. This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).	3
	popularity This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.	Average
	influence This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).	Average
	impulse This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.	Average

Found an issue? Give us feedback

3

Average

Fields of Science

Fields of Science

Upload OA version

Are you the author of this publication? Upload your Open Access version to Zenodo!

It’s fast and easy, just two clicks!

uploadUpload now